Markov regime-switching tests: asymptotic critical values (Q2870571)
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scientific article; zbMATH DE number 6248112
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| English | Markov regime-switching tests: asymptotic critical values |
scientific article; zbMATH DE number 6248112 |
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21 January 2014
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mean reversion
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mixture models
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numeric approximation
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regime switching
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Markov regime-switching tests: asymptotic critical values (English)
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0.8543853163719177
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0.8481898903846741
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0.8318162560462952
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0.8058841824531555
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0.7908430695533752
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